Couplings and Strong Approximations to Time-Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions

We define a time-dependent empirical process based on n i.i.d. fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes. They lead to functional laws of the iterated logarithm for this process.     

Probing interactions in exploratory teaching: a case study

This study investigates an exploratory teaching style used in an undergraduate geometry course to help students identify an ellipse. We attempt to probe beneath the surface of exploration to understand how the actions of teachers can contribute to developing students’ competence in justifying an ellipse. We analyse the complex interactions between student, content, and teacher, and discuss explicit pedagogical strategies that help students develop a higher level of geometric reasoning. The findings indicate that students engaged in guided explorations by the teacher and in group discussions with peers were able to identify an ellipse and justify their reasoning.     

Uniform in bandwidth consistency of kernel estimators of the tail index

We consider a class of kernel estimators [^(t)]_n,hhat{tau}_{n,h} of the tail index of a Pareto-type distribution, which generalizes and includes the classical Hill estimator [^(a)]_n,khat{a}_{n,k}. It is well-known that [^(a)]_n,khat{a}_{n,k} is a consistent estimator of the tail index if and only if k→ ∞ and k/n→0. Under suitable assumptions on the kernel, [^(t)] _n,hhat{tau} _{n,h} is consistent whenever the bandwidth is taken to be a sequence of non-random numbers satisfying h _n →0 and nh _n → ∞. We extend this result and prove the consistency uniformly over a certain range of bandwidths. This permits the treatment of estimators of the tail index based upon data-dependent bandwidths, which are often used in practice. In the process, we establish a uniform in bandwidth result for kernel-type regression estimators with a fixed design, which will likely be of separate interest.     

A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues

One and two sample rank statistics are shown in general to be more efficient in the Bahadur sense than their sequential rank statistic analogues as defined by Mason (1981, Ann. Statist.9 424–436) and Lombard (1981, South African Statist. J.15 129–152), even though the two families of statistics (those based on full ranks and those based on sequential ranks) have the same Pitman efficiency against local alternatives. In the process, general results on large deviation probabilities and laws of large numbers for statistics based on sequential ranks are obtained.     

Group invariant solution for a pre-existing fluid-driven fracture in impermeable rock

The propagation of a two-dimensional fluid-driven fracture in impermeable rock is considered. The fluid flow in the fracture is laminar. By applying lubrication theory a partial differential equation relating the half-width of the fracture to the fluid pressure is derived. To close the model the PKN formulation is adopted in which the fluid pressure is proportional to the half-width of the fracture. By considering a linear combination of the Lie point symmetries of the resulting non-linear diffusion equation the boundary value problem is expressed in a form appropriate for a similarity solution. The boundary value problem is reformulated as two initial value problems which are readily solved numerically. The similarity solution describes a preexisting fracture since both the total volume and length of the fracture are initially finite and non-zero. Applications in which the rate of fluid injection into the fracture and the pressure at the fracture entry are independent of time are considered.     

A Comparison of Global Optimization Methods for the Design of a High-speed Civil Transport

The conceptual design of aircraft often entails a large number of nonlinear constraints that result in a nonconvex feasible design space and multiple local optima. The design of the high-speed civil transport (HSCT) is used as an example of a highly complex conceptual design with 26 design variables and 68 constraints. This paper compares three global optimization techniques on the HSCT problem and two test problems containing thousands of local optima and noise: multistart local optimizations using either sequential quadratic programming (SQP) as implemented in the design optimization tools (DOT) program or Snyman's dynamic search method, and a modified form of Jones' DIRECT global optimization algorithm. SQP is a local optimizer, while Snyman's algorithm is capable of moving through shallow local minima. The modified DIRECT algorithm is a global search method based on Lipschitzian optimization that locates small promising regions of design space and then uses a local optimizer to converge to the optimum. DOT and the dynamic search algorithms proved to be superior for finding a single optimum masked by noise of trigonometric form. The modified DIRECT algorithm was found to be better for locating the global optimum of functions with many widely separated true local optima.     

Serre's generalization of Nagao's theorem: An elementary approach

Let be a smooth projective curve over a field . For each closed point of let be the coordinate ring of the affine curve obtained by removing from . Serre has proved that is isomorphic to the fundamental group, , of a graph of groups , where is a tree with at most one non-terminal vertex. Moreover the subgroups of attached to the terminal vertices of are in one-one correspondence with the elements of , the ideal class group of . This extends an earlier result of Nagao for the simplest case .

Serre's proof is based on applying the theory of groups acting on trees to the quotient graph , where is the associated Bruhat-Tits building. To determine he makes extensive use of the theory of vector bundles (of rank 2) over . In this paper we determine using a more elementary approach which involves substantially less algebraic geometry.

The subgroups attached to the edges of are determined (in part) by a set of positive integers , say. In this paper we prove that is bounded, even when Cl is infinite. This leads, for example, to new free product decomposition results for certain principal congruence subgroups of , involving unipotent and elementary matrices.

     

Parametric Integer Programming Analysis: A Contraction Approach

An algorithm is presented for solving families of integer linear programming problems in which the problems are "related" by having identical objective coefficients and constraint matrix coefficients. The righthand-side constants have the form b + θd where b and d are conformable vectors and θ varies from zero to one.The approach consists primarily of solving the most relaxed problem (θ = 1) using cutting planes and then contracting the region of feasible integer solutions in such a manner that the current optimal integer solution is eliminated.The algorithm was applied to 1800 integer linear programming problems with reasonable success. Integer programming problems which have proved to be unsolvable using cutting planes have been solved by expanding the region of feasible integer solutions (θ = 1) and then contracting to the original region.     

Quotients of the congruence kernels of SL2 over arithmetic dedekind domains

LetC=C(C, P, k) be the coordinate ring of the affine curve obtained by removing a closed pointP from a (suitable) projective curveC over afinite fieldk. Let SL₂ (C,q) be the principal congruence subgroup of SL₂(C) andU ₂(C,q) be the subgroup generated by the all unipotent matrices in SL₂(C,q), whereq is aC-ideal. In this paper we prove that, for all but finitely manyq, the quotient SL₂(C,q)/U ₂(C,q) is a free group of finite,unbounded rank. LetC(SL₂(A)) be the congruence kernel of SL₂(A), whereA is an arithmetic Dedekind domain with only finitely many units. (e.g.A=C or ℤ) and letG be any finitely generated group. From the above (and previous results) we deduce that the profinite completion ofG,Ĝ, is a homonorphic image ofC(SL₂(A)). This is related to previous results of Lubotzky and Mel'nikov.     

Conformal field theories in six-dimensional twistor space

This article gives a study of the higher-dimensional Penrose transform between conformally invariant massless fields on space–time and cohomology classes on twistor space, where twistor space is defined to be the space of projective pure spinors of the conformal group. We focus on the six-dimensional case in which twistor space is the 6-quadric Q$Q$ in CP⁷${\mathbb{C}\mathbb{P}}^7$ with a view to applications to the self-dual (0,2)$(0,2)$-theory. We show how spinor-helicity momentum eigenstates have canonically defined distributional representatives on twistor space (a story that we extend to arbitrary dimension). These yield an elementary proof of the surjectivity of the Penrose transform. We give a direct construction of the twistor transform between the two different representations of massless fields on twistor space (H²$H^2$ and H³$H^3$) in which the H³$H^3$s arise as obstructions to extending the H²$H^2$s off Q$Q$ into CP⁷${\mathbb{C}\mathbb{P}}^7$.